This project will investigate Field Programmable Gate Array (FPGA) technology in financial applications. FPGA implementation in high performance computing is still in its infancy. Certain companies like XtremeData inc. advertized speed improvements of 50 to 1000 times for DNA sequencing using FPGAs, while using an FPGA as a coprocessor to handle specific tasks provides two to three times more processing power. FPGA technology increases performance by parallelizing calculations. This project will specifically address speed and accuracy improvements of both fundamental and transcendental functions when implemented using FPGA technology. The results of this project will lead to a series of recommendations for effective utilization of FPGA technology in financial applications.

• This report represents the work of one or more WPI undergraduate students submitted to the faculty as evidence of completion of a degree requirement. WPI routinely publishes these reports on its website without editorial or peer review.

Creator

• Dang, Tri Quang
• Rothermel, John Mark

Publisher

• Worcester Polytechnic Institute

Identifier

• E-project-121307-151158

Advisor

• Huang, Xinming
• Gerstenfeld, Arthur

Year

• 2007

Center

• Wall Street-FinTech Project Center (Boston or New York) - MQP

Sponsor

• JP Morgan Chase

Date created

• 2007-12-13

Location

• New York

Resource type

• Major Qualifying Project

Major

• Electrical & Computer Engineering

Rights statement

• In Copyright